-Create a folder and call it ROMs
-In that folder create another folder called NES
-Place all of your .nes games in the NES folder
-Use your SFTP client and navigate to Media, place the ROMs folder in there
-Go to the NES emu and start playing some games!

Ssh into your ipod and go to the root folder now go to /var/root/media make a new folder there named ROMs (Case Sensitive) inside that folder (ROMs) Make another folder NES (Case Sensitive) place your roms inside the NES folder Dissconnect and go to Nes.app and there you go